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"Commodity Asian option pricing and simulation in a 4-factor model with ..."
Riccardo Brignone, Luca Gonzato, Carlo Sgarra (2024)
- Riccardo Brignone, Luca Gonzato, Carlo Sgarra:
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters. Ann. Oper. Res. 336(1-2): 275-306 (2024)
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